Yours is broke if the alarm comes on when you disconnect the battery.... I have never had that happen with either of mine or even heard of it happening.... The service manual FREQUENTLY tells you to disconnect the battery in instructions for service..... if the alarm went off there would be a lot of really pissed of folks..

edit: sorry 818, maybe you leaned or pushed on the car while removing the cap?? I keep setting mine off when I jack it up to change the wheels and forget to unlock the car first... Oh, it will also automatically re-lock if you unlock it and then dont open the door or trunk... (when I lowered the car it went off again!)...